S/K vol delta gamma theta vega
199 3.0 96.0 0.947853 0.000370 -0.042073 31.993286
199 3.0 97.0 0.947125 0.000371 -0.042983 32.347776
199 3.0 98.0 0.946414 0.000371 -0.043888 32.691999
199 3.0 99.0 0.945721 0.000371 -0.044789 33.026090
199 3.0 100.0 0.945047 0.000371 -0.045685 33.350185
S/K vol delta gamma theta vega
count 18200.000000 18200.000000 18200.000000 18200.000000 18200.000000 18200.000000
mean 1.505000 55.000000 0.676558 0.003267 -0.018193 19.947510
std 0.867489 26.268573 0.357902 0.004290 0.016748 15.150152
min 0.010000 10.000000 0.000000 0.000000 -0.054650 0.000000
25% 0.757500 32.000000 0.415846 0.000340 -0.032296 2.674197
50% 1.505000 55.000000 0.856314 0.001308 -0.014549 21.895996
75% 2.252500 78.000000 0.962427 0.005184 -0.001334 35.004210
max 3.000000 100.000000 1.000000 0.040290 -0.000000 39.894228